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Maturity and Repayment Structure of Sovereign Debt. (2014). Mihalache, Gabriel ; Kim, Seon Tae ; Bai, Yan.
In: 2014 Meeting Papers.
RePEc:red:sed014:523.

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  1. News, sovereign debt maturity, and default risk. (2020). Yurdagul, Emircan ; Sapriza, Horacio ; Sanchez, Juan M ; Dvorkin, Maximiliano.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:126:y:2020:i:c:s0022199620300684.

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  2. News, sovereign debt maturity, and default risk. (2019). Yurdagul, Emircan ; Sanchez, Juan ; Dvorkin, Maximiliano ; Sapriza, Horacio.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:918.

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  3. Policy Interventions in Sovereign Debt Restructurings. (2019). Yurdagul, Emircan ; Sapriza, Horacio ; Sanchez, Juan ; Dvorkin, Maximiliano.
    In: Working Papers.
    RePEc:fip:fedlwp:2019-036.

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  4. Sovereign Debt Restructurings. (2019). Yurdagul, Emircan ; Sapriza, Horacio ; Sanchez, Juan ; Dvorkin, Maximiliano.
    In: Working Papers.
    RePEc:fip:fedlwp:2018-013.

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  5. Sovereign Debt Restructuring: A Dynamic Discrete Choice Approach. (2018). Yurdagul, Emircan ; Sanchez, Juan ; Dvorkin, Maximiliano ; Sapriza, Horacio.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:1273.

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  6. News, sovereign debt maturity, and default risk. (2018). Yurdagul, Emircan ; Sapriza, Horacio ; Sanchez, Juan ; Dvorkin, Maximiliano.
    In: Working Papers.
    RePEc:fip:fedlwp:2018-033.

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  7. Sovereign Default and the Choice of Maturity. (2017). Yurdagul, Emircan ; Sapriza, Horacio ; Sanchez, Juan.
    In: Working Papers.
    RePEc:fip:fedlwp:2014-031.

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  8. Self-Fulfilling Debt Crises: A Quantitative Analysis. (2016). Bocola, Luigi ; Dovis, Alessandro.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22694.

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References

References cited by this document

  1. • US Price Level We use the Federal Reserve Bank of St. Louis’ Federal Reserve Economic Data (FRED) database to download the monthly Consumer Price Index for All Urban Consumers: All Items (CPIAUCSL) series which we use to express all payments in real USD with base year 2005. • LIBOR Rates For bonds with the floating coupon type, the coupon rate is expressed as a spread over a reference LIBOR rate (of a certain maturity and underlying currency). We download monthly historical data on these LIBOR rates from the EconStats.com database.
    Paper not yet in RePEc: Add citation now

  2. Adda, J. and R. W. Cooper (2003, June). Dynamic Economics: Quantitative Methods and Applications, Volume 1 of MIT Press Books. The MIT Press.

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  8. Chatterjee, S. and B. Eyigungor (2012). Maturity, indebtedness, and default risk. American Economic Review 102(6), 2674—2699.

  9. D’Erasmo, P. (2008). Government reputation and debt repayment in emerging economies. Manuscript, University of Texas at Austin.
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  10. Dias, D. A., C. Richmond, and M. L. J. Wright (2011). The stock of external sovereign debt: Can we take the data at ‘face value’? working paper.

  11. Eaton, J. and M. Gersovitz (1981). Debt with potential repudiation: Theoretical and empirical analysis. The Review of Economic Studies 48(2), 289–309.

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